activity
20162026
most citedSubvector Inference in Partially Identified Models with Many Moment Inequalities

10 citations · 24 across the 16 of their papers we have counts for

collaborators
Showing 2016Show all

2 papers · 1 filter

math.ST2016

Inference in partially identified models with many moment inequalities using Lasso

Federico A. Bugni, Mehmet Caner, Anders Bredahl Kock +1

This paper considers inference in a partially identified moment (in)equality model with many moment inequalities. We propose a novel two-step inference procedure that combines the…

stat.ME2016

Inference in Dynamic Discrete Choice Problems under Local Misspecification

Federico A. Bugni, Takuya Ura

Single-agent dynamic discrete choice models are typically estimated using heavily parametrized econometric frameworks, making them susceptible to model misspecification. This paper…